+192.9%
XOM vs XBI
+160.4%
+32.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +4.1% | -4.6% | +8.7% | +5.1% |
| 30D | +4.6% | -2.0% | +6.6% | +4.9% |
| 3M | +14.0% | +17.8% | -3.8% | +9.5% |
| 6M | +11.0% | +23.7% | -12.8% | +4.7% |
| YTD | +40.7% | +28.2% | +12.5% | +31.3% |
| 1Y | +52.3% | +64.0% | -11.7% | +33.3% |
| 3Y | +60.5% | +99.4% | -38.9% | +30.7% |
| 5Y | +266.4% | +19.3% | +247.1% | +238.1% |
| All | +192.9% | +160.4% | +32.5% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XBI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling